+20.8%
HPQ vs KDP
+48.2%
-27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +0.5% | +8.2% | -7.7% | -0.5% |
| 30D | -5.9% | +18.4% | -24.3% | -7.7% |
| 3M | -3.7% | +29.2% | -32.9% | -6.8% |
| 6M | +28.1% | +32.3% | -4.2% | +23.2% |
| YTD | +32.5% | +38.5% | -6.0% | +27.1% |
| All | +20.8% | +48.2% | -27.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling